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    <title>filter</title>
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    <center>Scilab Function</center>
    <div align="right">Last update : April 1993</div>
    <p>
      <b>filter</b> -  modelling filter</p>
    <h3>
      <font color="blue">Calling Sequence</font>
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        <tt>[y,xt]=filter(n,F,H,Rt,T)  </tt>
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    <h3>
      <font color="blue">Parameters</font>
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    <ul>
      <li>
        <tt>
          <b>n</b>
        </tt>: number of computed points.</li>
      <li>
        <tt>
          <b>F, H</b>
        </tt>: relevant matrices of the Markovian model.</li>
      <li>
        <tt>
          <b>Rt, T</b>
        </tt>: gain matrices.</li>
      <li>
        <tt>
          <b>y</b>
        </tt>: output of the filter.</li>
      <li>
        <tt>
          <b>xt</b>
        </tt>: filter process.</li>
    </ul>
    <h3>
      <font color="blue">Description</font>
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    <p>
    This function computes the modelling filter</p>
    <h3>
      <font color="blue">See Also</font>
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    <p>
      <a href="faurre.htm">
        <tt>
          <b>faurre</b>
        </tt>
      </a>,&nbsp;&nbsp;</p>
    <h3>
      <font color="blue">Author</font>
    </h3>
    <p>G. Le V.  </p>
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